As Thomas suggested, check boot partitions and priorities are correct first.
I'd also suggest installing the two Boing Bag updates if you haven't already. The ROM image updates fixed various problems people had with certain setup combinations, and more.
I have them here:
http://amiga.serveftp.net/downloads.htmlTo install, you need to boot from OS3.9 emergency disk and CD. Then run the installer script from in the Boing Bag.
Install #1 first, then without rebooting you can install #2.
Boing Bag1 had a problem with the A4000T SCSI controller, causing failure to boot, they fixed it in #2.
There may be other similar things in #1 which may effect your setup, hence the reason for immediately installing #2.